+164.6%
DOCN vs SYF
+128.3%
+36.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | +1.1% | +2.4% | -1.3% | -0.3% |
| 30D | -9.6% | +0.8% | -10.5% | -10.0% |
| 3M | -37.7% | +13.4% | -51.1% | -42.9% |
| 6M | +115.2% | +16.3% | +98.9% | +92.3% |
| YTD | +133.7% | -3.0% | +136.7% | +130.9% |
| 1Y | +250.2% | +5.7% | +244.4% | +227.2% |
| 3Y | +320.3% | +160.1% | +160.2% | +127.7% |
| 5Y | +53.1% | +88.5% | -35.4% | -12.4% |
| All | +164.6% | +128.3% | +36.3% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SYF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling